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TTR (version 0.23-6)
Technical Trading Rules
Description
Functions and data to construct technical trading rules with R.
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Install
install.packages('TTR')
Monthly Downloads
176,028
Version
0.23-6
License
GPL (>= 2)
Issues
25
Pull Requests
2
Stars
321
Forks
104
Repository
https://github.com/joshuaulrich/TTR
Maintainer
Joshua Ulrich
Last Published
December 15th, 2019
Functions in TTR (0.23-6)
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SNR
Signal to Noise Ratio
rollSFM
Analysis of Running/Rolling/Moving Windows
aroon
Aroon
BBands
Bollinger Bands
OBV
On Balance Volume (OBV)
runSum
Analysis of Running/Rolling/Moving Windows
SMA
Moving Averages
TRIX
Triple Smoothed Exponential Oscillator
TTR
Functions to create Technical Trading Rules (TTR)
TDI
Trend Detection Index
GMMA
Guppy Multiple Moving Averages
SAR
Parabolic Stop-and-Reverse
adjRatios
Split and dividend adjustment ratios
RSI
Relative Strength Index
ROC
Rate of Change / Momentum
ZigZag
Zig Zag
PBands
Construct (optionally further smoothed and centered ) volatility bands around prices
stoch
Stochastic Oscillator / Stochastic Momentum Index
runPercentRank
Percent Rank over a Moving Window
KST
Know Sure Thing
lags
Miscellaneous Tools
ttrc
Technical Trading Rule Composite data
ultimateOscillator
The Ultimate Oscillator
VHF
Vertical Horizontal Filter
DVI
DV Intermediate Oscillator
MFI
Money Flow Index
stockSymbols
Fetch Internet Data
MACD
MACD Oscillator
chaikinAD
Chaikin Accumulation / Distribution
WPR
William's %R
chaikinVolatility
Chaikin Volatility
volatility
Volatility
williamsAD
Williams Accumulation / Distribution
CCI
Commodity Channel Index
CLV
Close Location Value
DonchianChannel
Donchian Channel
EMV
Arms' Ease of Movement Value
CMF
Chaikin Money Flow
ADX
Welles Wilder's Directional Movement Index
CMO
Chande Momentum Oscillator
ATR
True Range / Average True Range
DPO
De-Trended Price Oscillator